-64.2%
JD vs AFRM
-25.2%
-39.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.9% | -7.5% | +15.5% | +9.1% |
| 30D | +4.8% | -15.7% | +20.5% | +7.4% |
| 3M | -13.9% | -9.6% | -4.3% | -13.1% |
| 6M | -5.8% | +6.3% | -12.1% | -8.2% |
| YTD | +2.4% | -8.6% | +11.0% | +1.3% |
| 1Y | -7.5% | -7.6% | 0.0% | -9.1% |
| 3Y | +20.9% | +173.7% | -152.8% | -10.6% |
| 5Y | -58.0% | -56.9% | -1.2% | -67.8% |
| All | -64.2% | -25.2% | -39.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling